-49.9%
CDE vs XLB
+813.8%
-863.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -1.7% |
| 7D | +2.3% | -0.2% | +2.5% | +2.6% |
| 30D | +18.8% | -1.7% | +20.5% | +21.2% |
| 3M | +23.5% | +4.4% | +19.1% | +19.2% |
| 6M | -8.6% | +5.0% | -13.7% | -11.3% |
| YTD | +16.0% | +15.5% | +0.5% | +3.4% |
| 1Y | +42.1% | +14.9% | +27.1% | +28.1% |
| 3Y | +835.9% | +34.5% | +801.4% | +654.1% |
| 5Y | +197.6% | +36.5% | +161.1% | +144.8% |
| 10Y | +39.6% | +159.6% | -120.0% | -36.5% |
| All | -49.9% | +813.8% | -863.7% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling